+373.5%
FCX vs BEN
+58.7%
+314.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.3% |
| 7D | -0.3% | +6.8% | -7.1% | -4.5% |
| 30D | -14.7% | +18.0% | -32.7% | -23.5% |
| 3M | -11.2% | +7.5% | -18.6% | -15.3% |
| 6M | -11.4% | +14.7% | -26.1% | -19.2% |
| YTD | +17.7% | +56.1% | -38.4% | -13.2% |
| 1Y | +47.5% | +69.6% | -22.1% | +2.9% |
| 3Y | +83.9% | +87.7% | -3.8% | +14.6% |
| 5Y | +54.0% | +28.6% | +25.3% | +21.3% |
| All | +373.5% | +58.7% | +314.8% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling